Research
Last updated
Last updated
Backtesting
In order to determine the correct periods to use in our pricing algorithm we researched the impact that different timeframes would have on historical data.
We need to strike a balance between responsive and stable to best serve the needs of our money market.
Below are examples of different periods on two different NFT projects.
Bored Ape Yacht Club
Azuki
We also can see the difference of time periods on TWAP values.
Bored Ape Yacht Club
Azuki
